IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences

Uncertainty Quantification & Multiscale Modeling for Physical and Biological Problems

  • April 6, 2012
  • 10:10 a.m.
  • LeConte 312

Abstract

Experience suggests that uncertainties often play an important role in quantifying the performance of complex systems. Uncertainty quantification and multiscale modeling is required in many applications that involve multiscale phenomena, where information is lost during the upscaling, hybrid coupling, or the coarse-graining procedure. In many of these complex problems, the solution of the corresponding stochastic PDEs requires treating effectively problems in high dimensional spaces. In this talk, we will present effective new ways of dealing with this "curse-of-dimensionality". The generalized Polynomial Chaos, adaptive ANOVA decomposition, and some stochastic sensitivity analysis techniques will be discussed in some detail. We present demonstrative examples from fluid/solid mechanics, climate, crystal growth, flow and transport in randomly heterogeneous porous media, and biology.

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